+43.1%
COF vs CPNG
-49.8%
+92.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.1% | -2.5% | 0.0% |
| 7D | -5.1% | -1.1% | -4.0% | -4.9% |
| 30D | -6.0% | -7.4% | +1.3% | -4.6% |
| 3M | +14.8% | -12.3% | +27.2% | +17.4% |
| 6M | +15.3% | -19.4% | +34.8% | +18.9% |
| YTD | -13.0% | -35.9% | +22.9% | -6.4% |
| 1Y | -5.7% | -53.4% | +47.7% | +8.1% |
| 3Y | +118.1% | -20.0% | +138.1% | +117.7% |
| All | +43.1% | -49.8% | +92.9% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling